Results 11 to 20 of about 22,403 (309)
Australian Stock Indexes and the Four-Factor Model
Applied Finance Letters, 2014 Stock indexes are passive ‘value-weighted’ portfolios and should not have alphas which are significantly different from zero. If an index produces an insignificant alpha, then significant alphas for equity funds using this index can be attributed solely ...
Bruce A. Costa +3 more
doaj +3 more sources
Methods for Predicting Stock Indexes
Ecos de Economía, 2013 This paper presents a literature review on methods that have been used in the last two decades to predict Stock Market Indexes. Methods studied range from those enabling to grab the linear characteristics present in the stock market indexes, going ...
Martha Cecilia García +3 more
doaj +1 more source
The Index and Stock Price Synchronicity: Evidence from Taiwan [PDF]
E3S Web of Conferences, 2020 Research on stock synchronization has always been a topic of concern to scholars and investors. In the past, the focus was mainly on equity concentration, foreign shareholding, audit quality, and other issues, not including indexes. This article uses the
Pan Chung-Lien, Pan Yu-Chun
doaj +1 more source
INFORMATION TECHNOLOGY OF STOCK INDEXES FORECASTING ON THE BASE OF FUZZY NEURAL NETWORKS [PDF]
Applied Computer Science, 2017 The first simulation consists of a partial cut-out of gas flow canal between the heat exchanger fins. The simulation is steady state and mainly provides the information about the heat transfer coefficient and pressure drop across the canal.
Yuriy TRYUS +3 more
doaj +1 more source
Indonesia Sharia Stock Index and Global Sharia Stock Index
Jurnal Ilmiah Manajemen dan Bisnis, 2020 This study aims to analyze the effect of the Global Sharia Stock Exchange on the Indonesia Sharia Stock Price Index in Indonesia Stock Exchange for the study period of 2016 to 2018. On 31 December 2015, the ASEAN Economic Community began to be implemented, then resulting in a free flow of goods, services, and investments, so this study took samples ...
Kustina, Lisa +1 more
openaire +3 more sources
Market miracles: Resilience of Karachi stock exchange index against terrorism in Pakistan
Cogent Economics & Finance, 2020 Terrorism plays a pivotal role in influencing the stock indexes of many countries. This research article claims to be first in accessing the asymmetrical effect of multiple categories of terroristic activities on stock indexes in the presence of ...
Mosab I. Tabash +2 more
doaj +1 more source
International Journal of Financial Studies, 2022 The existing literature has explained the causality flow from the exchange rates toward the stock market without explaining the role of the economic crisis in effecting this nexus.
Mosab I. Tabash +4 more
doaj +1 more source
Performance Evaluation of Stock Price Indexes in the Indonesia Stock Exchange
International Research Journal of Business Studies, 2018 This study evaluates the performance of stock price indexes in the Indonesia Stock Exchange by using Sharpe Index, Treynor Ratio, Jensen Alpha, Adjusted Sharpe Index, Adjusted Jensen Index and Sortino Ratio.
Robiyanto
doaj +1 more source
Long-run and short-run relationship between the main stock indexes: evidence from the Athens stock exchange [PDF]
, 2008 Evidence on long-run and short-run relationship among the major stock indexes in the highly concentrated Athens stock exchange (ASE) is provided utilizing daily data for the period 01/01/96 to 31/12/03. The findings suggest that even though the sector
Theophano Patra +3 more
core +1 more source
International Journal of Management and Economics, 2022 Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the construction of an optimal portfolio is an ongoing concern for portfolio managers. This study measures the risk–reward tradeoffs linked to
Nuhiu Artor, Aliu Florin, Peci Bedri
doaj +1 more source